Question 2 Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7%. You estimate that a passive portfolio invested to mimic the S\&P 500 stock index yields an expected rate of return of 13% with a standard deviation of 25%. Draw the CML and your fund's CAL on an expected return/standard deviation diagram. What is the slope of the CML